Statistics library

[Bill Baxter]

On Fri, Oct 24, 2008 at 7:43 AM, dsimcha <dsimcha at yahoo.com> wrote:
> Since there's really no good comprehensive statistics library for D (Tango has
> a little bit, the beginnings of a few are on dsource, but nothing much), Ive
> been rolling my own statistics functions as necessary.  Almost by accident, it
> seems like I've built up the beginnings of a decent statistics library.  I'm
> debating whether it might be interesting enough to people to be worth
> releasing, and whether enough community help would be available to really make
> it production quality, or to merge it with other people's efforts in this
> area.  The following functionality is currently available:
>
> Correlation (Pearson, Spearman rho, Kendall tau).   Note that the     Kendall
> tau correlation is a very efficient O(N log N) version.
>
> Mean, standard deviation, variance, kurtosis, percent variance for arrays of
> numeric values.
>
> Shannon entropy, mutual information.
>
> Kolmogorov-Smirnov tests
>
> Binomial, hypergeometric, normal, Poisson, Kolmogorov CDFs, hypergeometric,
> Poisson, binomial PDFs.
>
> Inverse normal distribution, and normally distributed random number generation.
>
> A struct to generate all possible permutations of a sequence.


I don't know what a lot of those things are, but statistics to me
means you will probably have (or eventually want) things like
covariance which are best represented as matrices.  Does your package
also have a matrix library?

--bb